CME Canadian Dollar Future September 2021


Trading Metrics calculated at close of trading on 03-Feb-2021
Day Change Summary
Previous Current
02-Feb-2021 03-Feb-2021 Change Change % Previous Week
Open 0.7790 0.7825 0.0035 0.4% 0.7878
High 0.7824 0.7835 0.0011 0.1% 0.7885
Low 0.7775 0.7809 0.0034 0.4% 0.7767
Close 0.7811 0.7825 0.0015 0.2% 0.7813
Range 0.0049 0.0027 -0.0023 -45.9% 0.0118
ATR 0.0054 0.0052 -0.0002 -3.7% 0.0000
Volume 23 47 24 104.3% 251
Daily Pivots for day following 03-Feb-2021
Classic Woodie Camarilla DeMark
R4 0.7902 0.7890 0.7840
R3 0.7876 0.7864 0.7832
R2 0.7849 0.7849 0.7830
R1 0.7837 0.7837 0.7827 0.7838
PP 0.7823 0.7823 0.7823 0.7823
S1 0.7811 0.7811 0.7823 0.7812
S2 0.7796 0.7796 0.7820
S3 0.7770 0.7784 0.7818
S4 0.7743 0.7758 0.7810
Weekly Pivots for week ending 29-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8175 0.8112 0.7877
R3 0.8057 0.7994 0.7845
R2 0.7939 0.7939 0.7834
R1 0.7876 0.7876 0.7823 0.7849
PP 0.7821 0.7821 0.7821 0.7808
S1 0.7758 0.7758 0.7802 0.7731
S2 0.7703 0.7703 0.7791
S3 0.7585 0.7640 0.7780
S4 0.7467 0.7522 0.7748
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7850 0.7767 0.0083 1.1% 0.0054 0.7% 70% False False 36
10 0.7941 0.7767 0.0175 2.2% 0.0052 0.7% 34% False False 44
20 0.7941 0.7767 0.0175 2.2% 0.0047 0.6% 34% False False 38
40 0.7941 0.7729 0.0212 2.7% 0.0041 0.5% 45% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.7948
2.618 0.7904
1.618 0.7878
1.000 0.7862
0.618 0.7851
HIGH 0.7835
0.618 0.7825
0.500 0.7822
0.382 0.7819
LOW 0.7809
0.618 0.7792
1.000 0.7782
1.618 0.7766
2.618 0.7739
4.250 0.7696
Fisher Pivots for day following 03-Feb-2021
Pivot 1 day 3 day
R1 0.7824 0.7818
PP 0.7823 0.7812
S1 0.7822 0.7805

These figures are updated between 7pm and 10pm EST after a trading day.

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